Simple Moving Average Cross Over – Ford (F) – Long and Short – 12/31/2019

Simple Moving Average Cross Over – Ford (F) – Long and Short – 12/31/2019

$4.99

This is a long and short strategy using SIMPLE MOVING AVERAGE CROSS OVER that resulted in a 72% total return over 5 years. Beating the Stock itself (buy and hold) and the S&P 500 index.

Stock: Ford (F)

  • Dates: 02/17/2015 to 12/31/2019
  • Initial Portfolio Value: $ 100,000 – End Portfolio Value: $ 192,024
  • Sharpe Ratio: 0.66 (risk free rate: 1.92% – 10 year treasury yield)
  • Average Return (Strategy): 15.98%
  • Standard Deviation (Strategy): 21.26%
  • Strategy Total Return (no dividends): 92.02%
  • Buy and Hold Total Return (no dividends): -23.63%
  • S&P 500 Total Return: 53.11%

To see detailed strategy implementation, variable values and graphical representation buy the full report.

Thank you for your interest!